lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

xmaker: improve dust quantity check

Browse Source
This commit is contained in:
c9s 2024-08-27 15:48:02 +08:00
parent 4af12a7e5d
commit 3819feacf3
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 2 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
pkg/strategy/xmaker/strategy.go
View File

@ -612,13 +612,8 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
// truncate quantity for the supported precision
quantity = s.sourceMarket.TruncateQuantity(quantity)
if notional.Compare(s.sourceMarket.MinNotional.Mul(minGap)) <= 0 {
log.Warnf("the adjusted amount %v is less than minimal notional %v, skipping hedge", notional, s.sourceMarket.MinNotional)
return
}
if quantity.Compare(s.sourceMarket.MinQuantity.Mul(minGap)) <= 0 {
log.Warnf("the adjusted quantity %v is less than minimal quantity %v, skipping hedge", quantity, s.sourceMarket.MinQuantity)
if s.sourceMarket.IsDustQuantity(quantity, lastPrice) {
log.Warnf("skip dust quantity: %s", quantity.String())
return
}